Consider a sequence . For , let us denote
Prove that there is no such that is true for all .
Each defines a continuous functional on by
Show that there are continuous functionals on that are not of this form.
Suppose such a exists. Observe that is bounded and upper semicontinuous (it is a characteristic function on a closed set), so there exists a sequence of continuous functions which decrease to . Then by dominated convergence,
which is impossible.
If this were not the case, then . But is separable, which would imply that is also separable, which is impossible.